> ## Documentation Index
> Fetch the complete documentation index at: https://docs.hypedexer.com/llms.txt
> Use this file to discover all available pages before exploring further.

# Slippage history

> Estimated cost of a market order versus mid, in bps (average of the buy and sell sides), for 10k, 100k and 1M USD, walked through the reconstructed book. Coverage: April 2024 to February 2026 from our market data archive (`data_source: archive`, top ~20 levels per side), and continuously since 23 September 2026 from the full order book replayed from our own Hyperliquid node (`data_source: node`, every resting order). No book data between 10 February and 23 September 2026. The value is `null` when the order is larger than the recorded book, which only happens on archive data for large sizes outside the biggest markets. On `1h` / `1d` buckets it averages the measurable minutes and `slip_*_measurable_pct` gives their share.



## OpenAPI

````yaml /api-reference/openapi.json get /market/slippage/{coin}
openapi: 3.0.3
info:
  title: 'Hypedexer API: Indexed Data'
  version: 1.0.0
  description: >-
    API to query indexed Hyperliquid trading data.


    This API provides access to stored/indexed trading data:

    - **Fills**: Executed orders and fills (Spot-only or All = Spot + Perp)

    - **Analytics**: Aggregations and statistics based on indexed data

    - **Completed Trades**: Trade objects and their related fills

    - **Users**: User overviews, performance and activity

    - **Social Trading**: Per-trader equity curve, PnL calendar, account
    leverage and top trades

    - **Funding**: Funding rate history, user funding payments, predicted rates

    - **Liquidations**: Liquidation events with filters

    - **Overview**: Market dashboard metrics (volume, fees, traders, PnL)

    - **Spot**: Spot token metadata, pairs, and auctions

    - **TWAPs**: TWAP orders, execution stats and fills

    - **Vaults**: Vault details, summaries, equity, ledger


    > Note: No live streaming. Responses are computed from indexed data.
servers:
  - url: https://api.hypedexer.com
    description: Production, routed to the nearest region (EU or JP)
security:
  - ApiKeyAuth: []
tags:
  - name: Fills
    description: Fills endpoints.
  - name: Analytics
    description: Aggregations and stats.
  - name: Completed Trades
    description: Trades and fills.
  - name: Users
    description: User profiles.
  - name: Funding
    description: Funding rates and payments (HL-compatible).
  - name: Liquidations
    description: Liquidation events.
  - name: Overview
    description: Market dashboard metrics.
  - name: Spot
    description: Spot token metadata, pairs and auctions.
  - name: TWAPs
    description: TWAP orders, stats and fills.
  - name: Vaults
    description: Vault details, summaries, equity and ledger.
  - name: Social Trading
    description: >-
      Per-trader equity, PnL calendar, performance, account leverage and top
      trades.
  - name: Market history
    description: >-
      Historical Hyperliquid market microstructure: best bid/offer aggregates
      and spread statistics (April 2024 to February 2026), and the order book
      reconstructed minute by minute: April 2024 to February 2026 from our
      archive (top ~20 levels per side) and, since 23 September 2026, the full
      order book replayed from our own node. Served from the EU region.
paths:
  /market/slippage/{coin}:
    get:
      tags:
        - Market history
      summary: Slippage history
      description: >-
        Estimated cost of a market order versus mid, in bps (average of the buy
        and sell sides), for 10k, 100k and 1M USD, walked through the
        reconstructed book. Coverage: April 2024 to February 2026 from our
        market data archive (`data_source: archive`, top ~20 levels per side),
        and continuously since 23 September 2026 from the full order book
        replayed from our own Hyperliquid node (`data_source: node`, every
        resting order). No book data between 10 February and 23 September 2026.
        The value is `null` when the order is larger than the recorded book,
        which only happens on archive data for large sizes outside the biggest
        markets. On `1h` / `1d` buckets it averages the measurable minutes and
        `slip_*_measurable_pct` gives their share.
      parameters:
        - name: coin
          in: path
          description: Coin symbol (e.g. BTC, @107 for a spot pair, xyz:TSLA for HIP-3)
          schema:
            type: string
          required: true
        - name: start_time
          in: query
          description: Start time (ISO UTC)
          schema:
            type: string
            format: date-time
          required: true
        - name: end_time
          in: query
          description: End time (ISO UTC); default = start + max window
          schema:
            type: string
            format: date-time
        - name: interval
          in: query
          description: 'Bucket: 1m (max 7 days), 1h (max 180 days), 1d (max 730 days)'
          schema:
            type: string
            default: 1h
            enum:
              - 1m
              - 1h
              - 1d
        - name: size_usd
          in: query
          description: 'Order size in USD: 10000, 100000 or 1000000 (default: all three)'
          schema:
            type: integer
      responses:
        '200':
          description: OK
          content:
            application/json:
              schema:
                type: object
              examples:
                node:
                  summary: Full book (node data, September 2026)
                  value:
                    success: true
                    message: 1 1m buckets for HYPE
                    data:
                      - time: '2026-09-23T18:30:00'
                        mid_px: 92.8885
                        spread_bps: 0.10765595310405099
                        slip_10k_bps: 0.6506
                        slip_100k_bps: 1.5606
                        slip_1m_bps: 6.8382
                    total_count: 1
                    execution_time_ms: 83.47
                    next_cursor: null
                    has_more: null
                archive:
                  summary: Archive (October 2025, hourly)
                  value:
                    success: true
                    message: 24 1h buckets for ETH
                    data:
                      - time: '2025-10-01T00:00:00'
                        mid_px: 4138.124167
                        spread_bps: 0.2538
                        minutes: 60
                        slip_10k_bps: 0.2162
                        slip_10k_measurable_pct: 100
                        slip_100k_bps: 0.3679
                        slip_100k_measurable_pct: 100
                        slip_1m_bps: 0.8125
                        slip_1m_measurable_pct: 100
                    total_count: 24
                    execution_time_ms: 91.89
                    next_cursor: null
                    has_more: null
        '400':
          description: >-
            Invalid window or parameter (for example a window larger than the
            interval allows)
components:
  securitySchemes:
    ApiKeyAuth:
      type: apiKey
      in: header
      name: X-API-Key
      description: >-
        Your Hypedexer API key. Create one in the console at
        https://app.hypedexer.com. `Authorization: Bearer <key>` and the
        `api_key` query parameter are accepted as well.

````